I have met the same problem and finally find out that it is the Windows firewall that block you from sniff incoming package. After turning off windows firewall, it will work.
In Win10, you can turn it off in control panel, or use command
netsh advfirewall set allprofiles state off
or use c# code like this
public static void TurnOffFireWall()
{
// Have only been tested in Win10
Process proc = new Process();
string top = "netsh.exe";
proc.StartInfo.Arguments = "advfirewall set allprofiles state off";
proc.StartInfo.FileName = top;
proc.StartInfo.UseShellExecute = false;
proc.StartInfo.RedirectStandardOutput = true;
proc.StartInfo.CreateNoWindow = true;
proc.Start();
proc.WaitForExit();
}
Please notice that I only test it on win10, in other system, the command may be a bit different.